If Magnezone has Special Energy cards attached and discards all of them when using its "Lost Burn" attack, can it do damage to a Scizor that has the "Red Armor" Poke-BODY?
No. First choose which energies to put into the Lost Zone, then do the damage (before any other effects), then you actually put the energy into the Lost Zone at the end of the attack. So it will still be attached at the point when damage would be done, but the damage will be blocked by Red Armor.
Lost BurnRed Armor